Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52190.3 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48028.77 Kr¶

PnL: ---------------------------------------> -897.73 Kr¶

DD now: ---------------------------------> -1.751 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 14:17:22.832362'

Anic Portfolio¶

Today¶

Return: -0.24 %¶

This Week¶

Return: -0.24 %¶

Total portfolio value¶

Return including deposits: 70.858 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
Xvivo Perfusion 3 2.280000 876.000000 31.000000 3.670000 845.000001
SynAct Pharma 9 0.000000 674.100000 29.100000 4.510000 645.000003
Vitrolife 3 2.840000 694.800000 17.800000 2.630000 677.000001
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Addtech B 3 1.620000 714.600000 14.600000 2.090000 699.999999
Biotage 4 -0.260000 616.800000 13.800000 2.290000 603.000000
BHG Group 49 -6.470000 651.700000 12.700000 1.990000 638.999984
Indutrade 5 1.560000 1331.000000 11.000000 0.830000 1320.000000
Nolato B 12 0.090000 658.800000 10.800000 1.670000 648.000000
Embracer Group B 26 -0.350000 671.710000 9.710000 1.470000 661.999988
Sdiptech B 3 0.250000 831.300000 9.300000 1.130000 822.000000
Addnode Group B 6 1.520000 760.800000 8.800000 1.170000 751.999998
Latour B 2 1.700000 453.600000 4.600000 1.020000 449.000000
Svolder B 35 0.970000 2177.000000 3.500000 0.160000 2173.500000
BONESUPPORT HOLDING 10 -0.490000 1227.000000 3.000000 0.250000 1224.000000
Sedana Medical 135 -2.250000 4330.800000 -0.200000 0.000000 4330.999935
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.960000 652.400000 -1.600000 -0.240000 653.999997
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Fortnox 10 2.870000 665.600000 -2.400000 -0.360000 668.000000
Sampo Oyj SDB 1 -0.500000 499.500000 -5.500000 -1.090000 505.000000
Volati 5 -4.380000 567.000000 -7.000000 -1.220000 574.000000
Lime Technologies 2 -1.850000 583.000000 -10.000000 -1.690000 593.000000
SCA A 4 -0.410000 588.000000 -11.000000 -1.840000 599.000000
Investor B 3 0.210000 646.950000 -11.050000 -1.680000 657.999999
Humana 40 1.240000 651.200000 -22.800000 -3.380000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Ambea 68 1.000000 2483.360000 -53.640000 -2.110000 2537.000032
Lundin Gold 7 0.920000 918.400000 -55.600000 -5.710000 973.999999
Creades A 7 1.810000 551.600000 -59.400000 -9.720000 610.999998
Investor A 16 0.050000 3457.600000 -87.400000 -2.470000 3545.000000
New Wave B 40 -0.690000 3792.400000 -123.600000 -3.160000 3916.000000
Gaming Innovation Group 161 -0.400000 4025.000000 -163.000000 -3.890000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 48028.770000 -897.730000 -1.75084% 48926.499863

Updated:¶

'2023-06-13 14:17:40.372920'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶